Dataset Information

Data on industrial new orders for the euro area.

ABSTRACT: This data article provides time series on euro area industrial new orders and is related to the research article entitled "Modelling industrial new orders" (G.J. de Bondt, H.C. Dieden, S. Muzikarova, I. Vincze, 2014b) [3]. The data are in index format with a fixed base year (currently 2010) for total new orders as well as a number of breakdowns. The euro area data are based on the official national data for countries that still collect data and on European Central Bank (ECB) model estimates for countries that discontinued the data collection. The weighting scheme to calculate euro area aggregates makes use of country weights derived from industrial turnover statistics as published by Eurostat.

SUBMITTER: de Bondt GJ

PROVIDER: S-EPMC5035332 | biostudies-literature | 2016 Dec

REPOSITORIES: biostudies-literature

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Data on industrial new orders for the euro area.

de Bondt Gabe J GJ Dieden Heinz C HC Muzikarova Sona S Pavlova Iskra I

Data in brief 20160910

This data article provides time series on euro area industrial new orders and is related to the research article entitled "Modelling industrial new orders" (G.J. de Bondt, H.C. Dieden, S. Muzikarova, I. Vincze, 2014b) [3]. The data are in index format with a fixed base year (currently 2010) for total new orders as well as a number of breakdowns. The euro area data are based on the official national data for countries that still collect data and on European Central Bank (ECB) model estimates for ...[more]

PMID: 27699188

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Project description:Over the last decades, both advanced and emerging economies have experienced a striking increase in the intra-financial activity across different asset classes and increasingly complex contract types, leading to a far more complex financial system. Until the 2007-2008 crisis, the increased financial intensity and complexity was believed beneficial in making the financial system more resilient and less vulnerable to shocks. However, in 2007-2008, the advanced economies suffered the biggest financial crisis since the 1930s, followed by a severe post-crisis recession, questioning the adequacy of traditional tools in predicting, explaining, and responding to periods of financial distress. In particular, the effect of complex interconnections among financial actors on financial stability has been widely acknowledged. A recent debate focused on the effects of unconventional policies aimed at achieving both price and financial stability. Among these unconventional policies, Quantitative Easing (QE, i.e., the large-scale asset purchase programme conducted by a central bank upon the creation of new money) has been recently implemented by the European Central Bank (ECB). In this context, two questions deserve more attention in the literature. First, to what extent, the resources provided to the banking system through QE are transmitted to the real economy. Second, to what extent, the QE may also alter the pattern of intra-financial exposures and what are the implications in terms of financial stability. Here, we address these two questions by developing a methodology to map the multilayer macro-network of financial exposures among institutional sectors across financial instruments (i.e., loans and deposits, debt securities, and equity), and we illustrate our approach on recently available data. We then test the effect of the implementation of ECB's QE on the time evolution of the financial linkages in the multilayer macro-network of the euro area, as well as the effect on macroeconomic variables, such as consumption, investment, unemployment, growth, and inflation.

Dataset Information

Data on industrial new orders for the euro area.

Publications

Data on industrial new orders for the euro area.

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